SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES (Q3304210)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES |
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SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES (English)
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5 August 2020
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FX derivatives pricing
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stochastic volatility
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asymptotic analysis
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singular perturbation theory
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